Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47925.52 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46530.57 Kr¶

PnL: ---------------------------------------> -358.0 Kr¶

DD now: ---------------------------------> -1.448 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 13:04:07.621790'

Anic Portfolio¶

Today¶

Return: 0.026 %¶

This Week¶

Return: 0.026 %¶

Total¶

Return: 56.896 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.980000 3239.600000 268.600000 9.040000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
Corem Property Group B 59 0.870000 618.910000 41.910000 7.260000 576.999999
AcadeMedia 12 0.730000 597.600000 40.600000 7.290000 557.000004
MedCap 2 2.920000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.890000 391.600000 36.600000 10.310000 355.000000
Boozt 12 -0.070000 1684.800000 30.800000 1.860000 1653.999996
HMS Networks 2 2.750000 703.600000 30.600000 4.550000 673.000000
Resurs Holding 22 -0.660000 597.080000 23.080000 4.020000 573.999998
FM Mattsson Mora Group B 50 -0.840000 2950.000000 23.000000 0.790000 2927.000000
OEM International B 7 0.900000 550.900000 22.900000 4.340000 527.999997
Intrum 4 1.870000 546.000000 19.000000 3.610000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
SAAB B 8 -1.400000 3392.000000 15.000000 0.440000 3377.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 1.490000 543.200000 11.200000 2.110000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
CTEK 13 1.280000 536.770000 2.770000 0.520000 533.999999
Swedbank A 3 -0.290000 565.650000 1.650000 0.290000 564.000000
Securitas B 6 1.230000 570.960000 0.960000 0.170000 570.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.590000 244.800000 -1.200000 -0.490000 246.000000
Handelsbanken A 5 -0.090000 543.500000 -2.500000 -0.460000 546.000000
Midsona B 63 3.370000 578.970000 -4.030000 -0.690000 582.999984
Essity B 2 -2.110000 565.200000 -8.800000 -1.530000 574.000000
Nordea Bank Abp 29 -0.180000 3442.300000 -11.700000 -0.340000 3453.999992
Essity A 4 -1.740000 1130.000000 -19.000000 -1.650000 1149.000000
International Petroleum Corp. 5 3.010000 564.500000 -30.070000 -5.060000 594.565215
Sampo Oyj SDB 7 -0.640000 3818.500000 -31.500000 -0.820000 3850.000000
Vivesto 1368 -2.850000 540.630000 -72.370000 -11.810000 612.999432
Axfood 13 0.210000 3668.600000 -87.400000 -2.330000 3756.000001
OX2 18 -0.620000 1440.000000 -224.000000 -13.460000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 3.070000 2969.200000 -392.800000 -11.680000 3361.999992
TOTAL 46530.570000 -358.000000 -1.44843% 46888.564618

Updated:¶

'2023-01-23 13:04:19.995260'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶